use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class SemEstimatorGibbsParams method serializableInstance.
/**
* Generates a simple exemplar of this class to test serialization.
*/
public static SemEstimatorGibbsParams serializableInstance() {
SemGraph graph = new SemGraph();
graph.addNode(new GraphNode("X"));
return new SemEstimatorGibbsParams(new SemIm(new SemPm(graph)), false, 0.0d, 1);
}
use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class Ricf method ricf2.
/**
* same as above but takes a Graph instead of a SemGraph *
*/
public RicfResult ricf2(Graph mag, ICovarianceMatrix covMatrix, double tolerance) {
// mag.setShowErrorTerms(false);
DoubleFactory2D factory = DoubleFactory2D.dense;
Algebra algebra = new Algebra();
DoubleMatrix2D S = new DenseDoubleMatrix2D(covMatrix.getMatrix().toArray());
int p = covMatrix.getDimension();
if (p == 1) {
return new RicfResult(S, S, null, null, 1, Double.NaN, covMatrix);
}
List<Node> nodes = new ArrayList<>();
for (String name : covMatrix.getVariableNames()) {
nodes.add(mag.getNode(name));
}
DoubleMatrix2D omega = factory.diagonal(factory.diagonal(S));
DoubleMatrix2D B = factory.identity(p);
int[] ug = ugNodes(mag, nodes);
int[] ugComp = complement(p, ug);
if (ug.length > 0) {
List<Node> _ugNodes = new LinkedList<>();
for (int i : ug) {
_ugNodes.add(nodes.get(i));
}
Graph ugGraph = mag.subgraph(_ugNodes);
ICovarianceMatrix ugCov = covMatrix.getSubmatrix(ug);
DoubleMatrix2D lambdaInv = fitConGraph(ugGraph, ugCov, p + 1, tolerance).shat;
omega.viewSelection(ug, ug).assign(lambdaInv);
}
// Prepare lists of parents and spouses.
int[][] pars = parentIndices(p, mag, nodes);
int[][] spo = spouseIndices(p, mag, nodes);
int i = 0;
double _diff;
while (true) {
i++;
DoubleMatrix2D omegaOld = omega.copy();
DoubleMatrix2D bOld = B.copy();
for (int _v = 0; _v < p; _v++) {
// Exclude the UG part.
if (Arrays.binarySearch(ug, _v) >= 0) {
continue;
}
int[] v = new int[] { _v };
int[] vcomp = complement(p, v);
int[] all = range(0, p - 1);
int[] parv = pars[_v];
int[] spov = spo[_v];
DoubleMatrix2D a6 = B.viewSelection(v, parv);
if (spov.length == 0) {
if (parv.length != 0) {
if (i == 1) {
DoubleMatrix2D a1 = S.viewSelection(parv, parv);
DoubleMatrix2D a2 = S.viewSelection(v, parv);
DoubleMatrix2D a3 = algebra.inverse(a1);
DoubleMatrix2D a4 = algebra.mult(a2, a3);
a4.assign(Mult.mult(-1));
a6.assign(a4);
DoubleMatrix2D a7 = S.viewSelection(parv, v);
DoubleMatrix2D a9 = algebra.mult(a6, a7);
DoubleMatrix2D a8 = S.viewSelection(v, v);
DoubleMatrix2D a8b = omega.viewSelection(v, v);
a8b.assign(a8);
omega.viewSelection(v, v).assign(a9, PlusMult.plusMult(1));
}
}
} else {
if (parv.length != 0) {
DoubleMatrix2D oInv = new DenseDoubleMatrix2D(p, p);
DoubleMatrix2D a2 = omega.viewSelection(vcomp, vcomp);
DoubleMatrix2D a3 = algebra.inverse(a2);
oInv.viewSelection(vcomp, vcomp).assign(a3);
DoubleMatrix2D Z = algebra.mult(oInv.viewSelection(spov, vcomp), B.viewSelection(vcomp, all));
int lpa = parv.length;
int lspo = spov.length;
// Build XX
DoubleMatrix2D XX = new DenseDoubleMatrix2D(lpa + lspo, lpa + lspo);
int[] range1 = range(0, lpa - 1);
int[] range2 = range(lpa, lpa + lspo - 1);
// Upper left quadrant
XX.viewSelection(range1, range1).assign(S.viewSelection(parv, parv));
// Upper right quadrant
DoubleMatrix2D a11 = algebra.mult(S.viewSelection(parv, all), algebra.transpose(Z));
XX.viewSelection(range1, range2).assign(a11);
// Lower left quadrant
DoubleMatrix2D a12 = XX.viewSelection(range2, range1);
DoubleMatrix2D a13 = algebra.transpose(XX.viewSelection(range1, range2));
a12.assign(a13);
// Lower right quadrant
DoubleMatrix2D a14 = XX.viewSelection(range2, range2);
DoubleMatrix2D a15 = algebra.mult(Z, S);
DoubleMatrix2D a16 = algebra.mult(a15, algebra.transpose(Z));
a14.assign(a16);
// Build XY
DoubleMatrix1D YX = new DenseDoubleMatrix1D(lpa + lspo);
DoubleMatrix1D a17 = YX.viewSelection(range1);
DoubleMatrix1D a18 = S.viewSelection(v, parv).viewRow(0);
a17.assign(a18);
DoubleMatrix1D a19 = YX.viewSelection(range2);
DoubleMatrix2D a20 = S.viewSelection(v, all);
DoubleMatrix1D a21 = algebra.mult(a20, algebra.transpose(Z)).viewRow(0);
a19.assign(a21);
// Temp
DoubleMatrix2D a22 = algebra.inverse(XX);
DoubleMatrix1D temp = algebra.mult(algebra.transpose(a22), YX);
// Assign to b.
DoubleMatrix1D a23 = a6.viewRow(0);
DoubleMatrix1D a24 = temp.viewSelection(range1);
a23.assign(a24);
a23.assign(Mult.mult(-1));
// Assign to omega.
omega.viewSelection(v, spov).viewRow(0).assign(temp.viewSelection(range2));
omega.viewSelection(spov, v).viewColumn(0).assign(temp.viewSelection(range2));
// Variance.
double tempVar = S.get(_v, _v) - algebra.mult(temp, YX);
DoubleMatrix2D a27 = omega.viewSelection(v, spov);
DoubleMatrix2D a28 = oInv.viewSelection(spov, spov);
DoubleMatrix2D a29 = omega.viewSelection(spov, v).copy();
DoubleMatrix2D a30 = algebra.mult(a27, a28);
DoubleMatrix2D a31 = algebra.mult(a30, a29);
omega.viewSelection(v, v).assign(tempVar);
omega.viewSelection(v, v).assign(a31, PlusMult.plusMult(1));
} else {
DoubleMatrix2D oInv = new DenseDoubleMatrix2D(p, p);
DoubleMatrix2D a2 = omega.viewSelection(vcomp, vcomp);
DoubleMatrix2D a3 = algebra.inverse(a2);
oInv.viewSelection(vcomp, vcomp).assign(a3);
// System.out.println("O.inv = " + oInv);
DoubleMatrix2D a4 = oInv.viewSelection(spov, vcomp);
DoubleMatrix2D a5 = B.viewSelection(vcomp, all);
DoubleMatrix2D Z = algebra.mult(a4, a5);
// System.out.println("Z = " + Z);
// Build XX
DoubleMatrix2D XX = algebra.mult(algebra.mult(Z, S), Z.viewDice());
// System.out.println("XX = " + XX);
// Build XY
DoubleMatrix2D a20 = S.viewSelection(v, all);
DoubleMatrix1D YX = algebra.mult(a20, Z.viewDice()).viewRow(0);
// System.out.println("YX = " + YX);
// Temp
DoubleMatrix2D a22 = algebra.inverse(XX);
DoubleMatrix1D a23 = algebra.mult(algebra.transpose(a22), YX);
// Assign to omega.
DoubleMatrix1D a24 = omega.viewSelection(v, spov).viewRow(0);
a24.assign(a23);
DoubleMatrix1D a25 = omega.viewSelection(spov, v).viewColumn(0);
a25.assign(a23);
// System.out.println("Omega 2 " + omega);
// Variance.
double tempVar = S.get(_v, _v) - algebra.mult(a24, YX);
// System.out.println("tempVar = " + tempVar);
DoubleMatrix2D a27 = omega.viewSelection(v, spov);
DoubleMatrix2D a28 = oInv.viewSelection(spov, spov);
DoubleMatrix2D a29 = omega.viewSelection(spov, v).copy();
DoubleMatrix2D a30 = algebra.mult(a27, a28);
DoubleMatrix2D a31 = algebra.mult(a30, a29);
omega.set(_v, _v, tempVar + a31.get(0, 0));
// System.out.println("Omega final " + omega);
}
}
}
DoubleMatrix2D a32 = omega.copy();
a32.assign(omegaOld, PlusMult.plusMult(-1));
double diff1 = algebra.norm1(a32);
DoubleMatrix2D a33 = B.copy();
a33.assign(bOld, PlusMult.plusMult(-1));
double diff2 = algebra.norm1(a32);
double diff = diff1 + diff2;
_diff = diff;
if (diff < tolerance)
break;
}
DoubleMatrix2D a34 = algebra.inverse(B);
DoubleMatrix2D a35 = algebra.inverse(B.viewDice());
DoubleMatrix2D sigmahat = algebra.mult(algebra.mult(a34, omega), a35);
DoubleMatrix2D lambdahat = omega.copy();
DoubleMatrix2D a36 = lambdahat.viewSelection(ugComp, ugComp);
a36.assign(factory.make(ugComp.length, ugComp.length, 0.0));
DoubleMatrix2D omegahat = omega.copy();
DoubleMatrix2D a37 = omegahat.viewSelection(ug, ug);
a37.assign(factory.make(ug.length, ug.length, 0.0));
DoubleMatrix2D bhat = B.copy();
return new RicfResult(sigmahat, lambdahat, bhat, omegahat, i, _diff, covMatrix);
}
use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class SemOptimizerRegression method optimize.
// ============================PUBLIC METHODS==========================//
/**
* Fit the freeParameters by doing local regressions.
*/
public void optimize(SemIm semIm) {
if (numRestarts != 1) {
throw new IllegalArgumentException("Number of restarts must be 1 for this method.");
}
TetradMatrix covar = semIm.getSampleCovar();
if (covar == null) {
throw new NullPointerException("Sample covar has not been set.");
}
SemGraph graph = semIm.getSemPm().getGraph();
List<Node> nodes = graph.getNodes();
for (Node node : nodes) {
if (node.getNodeType() != NodeType.MEASURED) {
continue;
}
if (!graph.isParameterizable(node))
continue;
int idx = nodes.indexOf(node);
List<Node> parents = graph.getParents(node);
for (int i = 0; i < parents.size(); i++) {
Node nextParent = parents.get(i);
if (nextParent.getNodeType() == NodeType.ERROR) {
// errorParent = nextParent;
parents.remove(nextParent);
break;
}
}
double variance = covar.get(idx, idx);
if (parents.size() > 0) {
TetradVector nodeParentsCov = new TetradVector(parents.size());
TetradMatrix parentsCov = new TetradMatrix(parents.size(), parents.size());
for (int i = 0; i < parents.size(); i++) {
int idx2 = nodes.indexOf(parents.get(i));
nodeParentsCov.set(i, covar.get(idx, idx2));
for (int j = i; j < parents.size(); j++) {
int idx3 = nodes.indexOf(parents.get(j));
parentsCov.set(i, j, covar.get(idx2, idx3));
parentsCov.set(j, i, covar.get(idx2, idx3));
}
}
TetradVector b = parentsCov.inverse().times(nodeParentsCov);
variance -= nodeParentsCov.dotProduct(b);
for (int i = 0; i < b.size(); i++) {
int idx2 = nodes.indexOf(parents.get(i));
semIm.setParamValue(nodes.get(idx2), node, b.get(i));
}
}
semIm.setParamValue(node, node, variance);
}
TetradLogger.getInstance().log("optimization", "FML = " + semIm.getScore());
}
use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class GeneralizedSemEstimatorEditor method layoutByKnowledge.
public void layoutByKnowledge() {
SemGraph _graph = (SemGraph) graphicalEditor().getWorkbench().getGraph();
_graph.setShowErrorTerms(false);
graphicalEditor().getWorkbench().layoutByKnowledge();
_graph.resetErrorPositions();
// graphicalEditor().getWorkbench().setGraph(_graph);
errorTerms.setText("Show Error Terms");
}
use of edu.cmu.tetrad.graph.SemGraph in project tetrad by cmu-phil.
the class GeneralizedSemImEditor method layoutByKnowledge.
public void layoutByKnowledge() {
SemGraph _graph = (SemGraph) graphicalEditor().getWorkbench().getGraph();
_graph.setShowErrorTerms(false);
graphicalEditor().getWorkbench().layoutByKnowledge();
_graph.resetErrorPositions();
// graphicalEditor().getWorkbench().setGraph(_graph);
errorTerms.setText("Show Error Terms");
}
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